+143.2%
XLU vs PPL
+52.7%
+90.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -0.4% | -1.3% | +0.8% | +0.4% |
| 3M | -1.7% | -2.6% | +0.8% | -0.1% |
| 6M | -7.1% | -8.4% | +1.3% | -1.6% |
| YTD | +1.9% | +0.2% | +1.7% | +1.4% |
| 1Y | +6.1% | -0.2% | +6.3% | +5.7% |
| 3Y | +48.8% | +52.9% | -4.2% | +10.0% |
| 5Y | +43.8% | +36.8% | +7.0% | +14.2% |
| 10Y | +143.2% | +57.6% | +85.6% | +64.2% |
| All | +143.2% | +52.7% | +90.5% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling